Adaptive Semiparametric Additive Regression with Simultaneous Confidence Bands and Specification Tests

Fits semiparametric additive regression models with spatially adaptive penalized splines and computes simultaneous confidence bands and associated specification (lack-of-fit) tests. Simultaneous confidence bands cover the entire curve with a prescribed level of confidence and allow us to assess the estimation uncertainty for the whole curve. In contrast to pointwise confidence bands, they permit statements about the statistical significance of certain features (e.g. bumps) in the underlying curve.The method allows for handling of spatially heterogeneous functions and their derivatives as well as heteroscedasticity in the data. See Wiesenfarth et al (2012) .


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0.67 by Manuel Wiesenfarth, 3 years ago

Browse source code at

Authors: Manuel Wiesenfarth and Tatyana Krivobokova

Documentation:   PDF Manual  

GPL (>= 2) license

Imports mgcv, SemiPar

Depends on nlme, MASS, splines

See at CRAN